+328.2%
USFD vs BG
+103.0%
+225.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +3.0% | +2.5% | +0.4% | +1.9% |
| 30D | +11.1% | -6.1% | +17.1% | +13.6% |
| 3M | -0.3% | -8.5% | +8.2% | +2.5% |
| 6M | +15.9% | -20.4% | +36.3% | +25.2% |
| YTD | +41.6% | +13.3% | +28.4% | +30.4% |
| 1Y | +49.4% | +7.3% | +42.1% | +40.7% |
| 3Y | +157.8% | +2.6% | +155.3% | +138.1% |
| 5Y | +176.6% | +22.0% | +154.7% | +120.3% |
| 10Y | +375.4% | +91.8% | +283.6% | +135.6% |
| All | +328.2% | +103.0% | +225.2% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling